CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 02-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7564 |
0.7558 |
-0.0006 |
-0.1% |
0.7565 |
High |
0.7616 |
0.7572 |
-0.0044 |
-0.6% |
0.7630 |
Low |
0.7548 |
0.7507 |
-0.0041 |
-0.5% |
0.7490 |
Close |
0.7571 |
0.7528 |
-0.0043 |
-0.6% |
0.7565 |
Range |
0.0068 |
0.0065 |
-0.0003 |
-4.4% |
0.0140 |
ATR |
0.0068 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
Volume |
105 |
71 |
-34 |
-32.4% |
299 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7731 |
0.7694 |
0.7564 |
|
R3 |
0.7666 |
0.7629 |
0.7546 |
|
R2 |
0.7601 |
0.7601 |
0.7540 |
|
R1 |
0.7564 |
0.7564 |
0.7534 |
0.7550 |
PP |
0.7536 |
0.7536 |
0.7536 |
0.7529 |
S1 |
0.7499 |
0.7499 |
0.7522 |
0.7485 |
S2 |
0.7471 |
0.7471 |
0.7516 |
|
S3 |
0.7406 |
0.7434 |
0.7510 |
|
S4 |
0.7341 |
0.7369 |
0.7492 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7982 |
0.7913 |
0.7642 |
|
R3 |
0.7842 |
0.7773 |
0.7604 |
|
R2 |
0.7702 |
0.7702 |
0.7591 |
|
R1 |
0.7633 |
0.7633 |
0.7578 |
0.7635 |
PP |
0.7562 |
0.7562 |
0.7562 |
0.7563 |
S1 |
0.7493 |
0.7493 |
0.7552 |
0.7495 |
S2 |
0.7422 |
0.7422 |
0.7539 |
|
S3 |
0.7282 |
0.7353 |
0.7527 |
|
S4 |
0.7142 |
0.7213 |
0.7488 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7616 |
0.7507 |
0.0109 |
1.4% |
0.0071 |
0.9% |
19% |
False |
True |
87 |
10 |
0.7652 |
0.7490 |
0.0162 |
2.2% |
0.0074 |
1.0% |
23% |
False |
False |
78 |
20 |
0.7715 |
0.7490 |
0.0225 |
3.0% |
0.0067 |
0.9% |
17% |
False |
False |
61 |
40 |
0.7864 |
0.7490 |
0.0374 |
5.0% |
0.0050 |
0.7% |
10% |
False |
False |
37 |
60 |
0.8153 |
0.7490 |
0.0663 |
8.8% |
0.0037 |
0.5% |
6% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7848 |
2.618 |
0.7742 |
1.618 |
0.7677 |
1.000 |
0.7637 |
0.618 |
0.7612 |
HIGH |
0.7572 |
0.618 |
0.7547 |
0.500 |
0.7540 |
0.382 |
0.7532 |
LOW |
0.7507 |
0.618 |
0.7467 |
1.000 |
0.7442 |
1.618 |
0.7402 |
2.618 |
0.7337 |
4.250 |
0.7231 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7540 |
0.7562 |
PP |
0.7536 |
0.7550 |
S1 |
0.7532 |
0.7539 |
|